I am an HFT Programmer

Re:I am an HFT Programmer by bignoggins on Sunday July 31, 2011 @04:20PM (#2829433)

This is slightly OT, but can anyone recommend a good book for understanding the modern finance industry (IB, quant, trading) and its impact on the economy? Finance in general is just a giant black box to me.

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Re:I am an HFT Programmer by mikecsh on Monday August 01, 2011 @01:11AM (#2830824)

Inside the Black Box:

http://www.amazon.com/Inside-Black-Box-Quantitative-Trading/...

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Re:I am an HFT Programmer by Nrsolis on Monday August 01, 2011 @02:05AM (#2830971)

Seconded.

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Re:I am an HFT Programmer by bwanaaaa on Monday August 01, 2011 @07:18AM (#2831553)

Here is where the coders of Wall street can help us understand--making their efforts more transparent. They dont have to reveal details of their code--but a few blogs about what they are doing, what they are achieving, and they aim for would be nice

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Re:I am an HFT Programmer by thisuser on Monday August 01, 2011 @08:34AM (#2831794)

Capital Vol. 1 by Marx is classic and still more applicable than anyone wants to admit. Ease into the terminology over the first few chapters, things are defined carefully.

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